Fabege AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.18% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0574 | 14.68 | |
| 0.0382 | 14.89 | |
| 0.9208 | 432.72 | |
| 0.0553 | 10.09 |
Estimation Period:
Aug 19, 1992 to Feb 6, 2026
Aug 19, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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